#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL.Termstructures.Volatility;
using Cephei.QL.Termstructures;
namespace Cephei.QL.Termstructures.Volatility.Optionlet
{
    /// <summary> 
	/// ! This class is purely abstract and defines the interface of concrete structures which will be derived from this one.
	/// </summary>
    [Guid ("2C60BD60-AF0D-48b5-9C9D-73A7CEC0C489"),ComVisible(true)]
	public interface IOptionletVolatilityStructure : Cephei.QL.Termstructures.IVolatilityTermStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double BlackVariance(Double optionTime, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double BlackVariance(DateTime optionDate, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double BlackVariance(Cephei.QL.Times.IPeriod optionTenor, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Termstructures.Volatility.ISmileSection SmileSection(Double optionTime, Microsoft.FSharp.Core.FSharpOption<Boolean> extr);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Termstructures.Volatility.ISmileSection SmileSection(DateTime optionDate, Microsoft.FSharp.Core.FSharpOption<Boolean> extr);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Termstructures.Volatility.ISmileSection SmileSection(Cephei.QL.Times.IPeriod optionTenor, Microsoft.FSharp.Core.FSharpOption<Boolean> extr);
        /// <summary> 
		/// 
		/// </summary>
		 Double Volatility(Double optionTime, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Volatility(DateTime optionDate, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
        /// <summary> 
		/// 
		/// </summary>
		 Double Volatility(Cephei.QL.Times.IPeriod optionTenor, Double strike, Microsoft.FSharp.Core.FSharpOption<Boolean> extrapolate);
    }   

    /// <summary> 
	/// ! This class is purely abstract and defines the interface of concrete structures which will be derived from this one. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IOptionletVolatilityStructure_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

